+46.4%
RF vs HBM
+203.5%
-157.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +0.4% | +5.1% | -4.7% | -0.6% |
| 30D | +5.6% | -15.8% | +21.4% | +8.4% |
| 3M | -8.9% | -22.4% | +13.5% | -5.5% |
| 6M | +7.1% | -20.2% | +27.3% | +9.0% |
| YTD | +8.3% | +9.0% | -0.7% | +1.4% |
| 1Y | +16.8% | +27.4% | -10.5% | +5.6% |
| 3Y | +115.0% | +424.2% | -309.2% | +31.0% |
| 5Y | +46.4% | +196.1% | -149.7% | -4.3% |
| All | +46.4% | +203.5% | -157.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling